You should have two construction sets, or you can also just manually override the default exterior wall as needed by applying a construction to a specific surface. If you use multiple construction sets you can have one assigned to the building as a global default, then you have a number of options for where you assign the second one. You can just assign it to one space, but you also have the option to assign it to a building story or a space type, each of which would affect multiple spaces.
A nice trick if you have a full construction set for the building and all you want to change in a specific area is the exterior wall, is for the second construction set to be empty except for the exterior wall. A surface will keep searching up the chain until it finds a construction for a specific surface type.